IMSL C# Numerical Library

KolmogorovTwoSample.TwoSidedPValue Property

Probability of the statistic exceeding D under the null hypothesis of equality and against the two-sided alternative. This probability is twice the probability, p_1, reported by OneSidedPValue, (or 1.0 if p_1 \ge 1/2). This approximation is nearly exact when p_1 \lt 0.1.

public double TwoSidedPValue {get;}

See Also

KolmogorovTwoSample Class | Imsl.Stat Namespace